For the longest time I played runescape as my main/almost always game, and the music got really repetitive if I was staying in one general area, so I just listened to my own. That's carried over to Kingdom of Loathing, since that is text based... almost always the games' sound when I happen to be playing a console game *wanders off to play lego racers*

I guess it depends on the game genre, if it's a MMO most of the music tends to be orchestrated and I'm not usually a fan of those that's when I'll listen to my music. But if it's a game with a playlist I'll listen to it.